Dillards Correlations

DDS Stock

USD 461.74 0.07 0.02%

The current 90-days correlation between Dillards and Macys Inc is 0.67 (i.e., Poor diversification). The correlation of Dillards is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dillards Correlation With Market

Very weak diversification

The correlation between Dillards and DJI is 0.59 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dillards and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dillards Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dillards. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

For more information on how to buy Dillards Stock please use our How to Invest in Dillards guide.

Moving together with Dillards Stock

0.89	FL	Foot Locker	Pair Corr
0.83	ANF	Abercrombie Fitch	Pair Corr
0.74	BBY	Best Buy	Pair Corr
0.95	BKE	Buckle Inc	Pair Corr
0.73	FND	Floor Decor Holdings	Pair Corr
0.8	GES	Guess Inc	Pair Corr
0.93	HVT	Haverty Furniture	Pair Corr
0.85	GRPN	Groupon	Pair Corr
0.9	SCVL	Shoe Carnival	Pair Corr
0.76	ARHS	Arhaus Inc	Pair Corr
0.89	URBN	Urban Outfitters	Pair Corr
0.94	RL	Ralph Lauren Corp	Pair Corr
0.71	VUZI	Vuzix Corp Cmn	Pair Corr
0.93	FOSL	Fossil Group	Pair Corr
0.79	LEG	Leggett Platt	Pair Corr
0.93	RRR	Red Rock Resorts Earnings Call Tomorrow	Pair Corr
0.63	TPH	TRI Pointe Homes Earnings Call This Week	Pair Corr
0.92	UAA	Under Armour A	Pair Corr
0.69	GPRO	GoPro Inc	Pair Corr
0.87	SONO	Sonos Inc	Pair Corr
0.72	NTNX	Nutanix	Pair Corr
0.76	CVX	Chevron Corp	Pair Corr
0.93	MMM	3M Company	Pair Corr

Moving against Dillards Stock

0.32	AEO	American Eagle Outfitters	Pair Corr
0.31	ROST	Ross Stores	Pair Corr
0.61	MSB	Mesabi Trust	Pair Corr
0.51	KO	Coca Cola Earnings Call This Week	Pair Corr
0.42	07274NBG7	BAYNGR 5 15	Pair Corr
0.4	PG	Procter Gamble	Pair Corr
0.32	VZ	Verizon Communications Earnings Call Tomorrow	Pair Corr
0.31	GTOR	Ggtoor Inc	Pair Corr

Related Correlations Analysis

	M	DDT	KSS	CBDBY	DKS	PLCE	AN
M		0.33	0.72	0.0	0.63	0.11	0.69	M
DDT	0.33		0.36	0.0	0.11	0.01	0.32	DDT
KSS	0.72	0.36		0.0	0.44	-0.32	0.9	KSS
CBDBY	0.0	0.0	0.0		0.0	0.0	0.0	CBDBY
DKS	0.63	0.11	0.44	0.0		-0.02	0.58	DKS
PLCE	0.11	0.01	-0.32	0.0	-0.02		-0.39	PLCE
AN	0.69	0.32	0.9	0.0	0.58	-0.39		AN
	M	DDT	KSS	CBDBY	DKS	PLCE	AN

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AN	+ 0.9	KSS
KSS	+ 0.72	M
AN	+ 0.69	M
DKS	+ 0.63	M
AN	+ 0.58	DKS
DKS	+ 0.44	KSS

High negative correlations

AN	- 0.39	PLCE
PLCE	- 0.32	KSS
PLCE	- 0.02	DKS
AN	- 0.0	CBDBY
PLCE	- 0.0	CBDBY
DKS	- 0.0	CBDBY

Risk-Adjusted Indicators

There is a big difference between Dillards Stock performing well and Dillards Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dillards' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
M	1.88	(0.08)	0.00	0.08	2.14	(2.20)	4.17	(3.95)	10.99
DDT	0.29	0.05	(0.19)	1.15	0.21	(0.34)	0.56	(0.55)	2.12
KSS	3.31	0.46	0.14	0.40	3.33	(3.70)	8.40	(5.86)	20.59
CBDBY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DKS	2.02	0.01	0.03	0.14	3.04	(2.14)	4.15	(3.52)	25.87
PLCE	4.53	(0.19)	(0.01)	0.03	7.17	(4.60)	9.33	(8.19)	50.43
AN	1.23	0.15	0.09	0.29	1.25	(1.42)	2.69	(1.93)	9.19

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